The routine may be called by the names g05nef or nagf_rand_sample_wgt.
g05nef selects elements from either the set of values or a supplied population vector of length . The probability of selecting the th element is proportional to a user-supplied weight, . Each element will appear at most once in the sample, i.e., the sampling is done without replacement.
One of the initialization routines g05kff (for a repeatable sequence if computed sequentially) or g05kgf (for a non-repeatable sequence) must be called prior to the first call to g05nef.
1: – Character(1)Input
On entry: a flag indicating the sorted status of the wt vector.
wt is unsorted and g05nef will sort the weights prior to using them.
Irrespective of the value of order, no checks are made on the sorted status of wt, e.g., it is possible to supply , even when wt is not sorted. In such cases the wt array will not be sorted internally, but g05nef will still work correctly except, possibly, in cases of extreme weight values.
It is usually more efficient to specify a value of order that is consistent with the status of wt.
, or .
2: – Real (Kind=nag_wp) arrayInput
On entry: , the relative probability weights. These weights need not sum to .
Note: the dimension of the array ipop
must be at least
On entry: the population to be sampled. If then the population is assumed to be the set of values and the array ipop is not referenced. Elements of ipop with the same value are not combined, therefore, if and then there is a nonzero probability that the sample will contain both and . If then that value can appear in isampl more than once.
5: – IntegerInput
On entry: , the size of the population.
6: – Integer arrayOutput
On exit: the selected sample.
7: – IntegerInput
On entry: , the size of the sample required.
8: – Integer arrayCommunication Array
Note: the actual argument supplied must be the array state supplied to the initialization routines g05kff or g05kgf.
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
9: – IntegerInput/Output
On entry: ifail must be set to , or to set behaviour on detection of an error; these values have no effect when no error is detected.
A value of causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of means that an error message is printed while a value of means that it is not.
If halting is not appropriate, the value or is recommended. If message printing is undesirable, then the value is recommended. Otherwise, the value is recommended. When the value or is used it is essential to test the value of ifail on exit.
On exit: unless the routine detects an error or a warning has been flagged (see Section 6).
6Error Indicators and Warnings
If on entry or , explanatory error messages are output on the current error message unit (as defined by x04aaf).
On entry, state vector has been corrupted or not initialized.
On entry, , number of nonzero weights .
Constraint: must be at least m nonzero weights.
An unexpected error has been triggered by this routine. Please
See Section 7 in the Introduction to the NAG Library FL Interface for further information.
Your licence key may have expired or may not have been installed correctly.
See Section 8 in the Introduction to the NAG Library FL Interface for further information.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.
8Parallelism and Performance
Background information to multithreading can be found in the Multithreading documentation.
g05nef is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
Although it is possible to use g05nef to sample using equal probabilities, by setting all elements of the input array wt to the same positive value, it is more efficient to use g05ndf. To sample with replacement, g05tdf can be used when the probabilities are unequal and g05tlf when the probabilities are equal.